+278.2%
PCAR vs HAS
+102.6%
+175.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | 0.0% |
| 7D | +3.8% | +3.3% | +0.5% | +2.9% |
| 30D | -2.0% | +30.5% | -32.5% | -9.5% |
| 3M | -19.1% | +29.9% | -49.0% | -25.2% |
| 6M | -6.8% | +26.5% | -33.4% | -13.6% |
| YTD | -2.5% | +51.9% | -54.4% | -14.6% |
| 1Y | +9.7% | +60.9% | -51.3% | -5.6% |
| 3Y | +34.0% | +215.0% | -181.0% | -6.5% |
| 5Y | +113.3% | +51.5% | +61.8% | +80.2% |
| 10Y | +278.2% | +102.2% | +175.9% | +178.8% |
| All | +278.2% | +102.6% | +175.6% | +178.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling